Sequential hypothesis testing in machine learning, and crude oil price jump size detection
Michael Roberts and Indranil SenGupta
| Year of publication: |
2020
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|---|---|
| Authors: | Roberts, Michael ; SenGupta, Indranil |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 5, p. 374-395
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| Subject: | machine learning | Barndorff-Nielsen & Shephard model | crude oil price | hypothesis test | Lévy processes | Künstliche Intelligenz | Artificial intelligence | Ölpreis | Oil price | Statistischer Test | Statistical test | Volatilität | Volatility | Ölmarkt | Oil market | Theorie | Theory | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2020.1859943 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501621